-9.3%
ALB vs ABCL
+196.9%
-206.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -1.4% |
| 7D | +9.5% | +12.4% | -3.0% | +6.0% |
| 30D | -2.1% | -0.4% | -1.8% | -2.8% |
| 3M | -24.1% | +80.4% | -104.5% | -37.6% |
| 6M | -51.0% | +138.5% | -189.6% | -64.2% |
| YTD | -29.3% | +265.5% | -294.8% | -56.2% |
| 1Y | +3.2% | +219.7% | -216.5% | -33.5% |
| 3Y | -9.3% | +209.4% | -218.7% | -51.7% |
| All | -9.3% | +196.9% | -206.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling